+11.7%
SPGI vs ACI
-43.3%
+55.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.4% |
| 7D | +0.3% | -2.2% | +2.5% | +0.6% |
| 30D | +18.4% | +10.3% | +8.1% | +16.6% |
| 3M | +15.7% | +7.2% | +8.5% | +14.4% |
| 6M | +17.3% | -18.0% | +35.3% | +19.9% |
| YTD | -4.7% | -22.0% | +17.3% | -2.1% |
| 1Y | +1.8% | -23.4% | +25.2% | +4.9% |
| 3Y | +31.7% | -35.8% | +67.5% | +38.6% |
| All | +11.7% | -43.3% | +55.1% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling